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Your best bets are going to be:
Brazilian Jiu-jitsu - Make sure you find a credible instructor. I studied in a Caique JJ association and it is very good bjj.
Muay Thai - Brutal sport. As far as striking martial arts, it is tops.
Boxing - Awesome striking, and memberships are generally very cheap as they are in inner cities.
Judo - also good ground grappling like BJJ, but also offers high impact throws.
Stay away from McDojos like the tae kwon do and karate schools that are on every corner. There is a reason everyone and their brother has a black belt in those styles... anyone can get one and they dont mean much if you actually want to defend yourself.
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